I was under that impression too, but posts from Penny on Reddit (under the name 'ozzborne') indicate that the twins were 11 months old at the time they separated.
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However, I wouldn't've thought you'd just move in a new woman a month or whatever after talking to her and then suddenly decide, seemingly on a whim, to throw your whole family away for her, so I would imagine they were fucking long before that, while Penny was pregnant.
Obviously he waited until she'd given birth to his children to leave her.
What a lovely bloke Guy is.